Former England captain Beckham is currently without a club after leaving Los Angeles Galaxy at the end of the Major League Soccer season.
"He called me," Wenger said.
"He has asked to come here and to work on his fitness. He has not done anything for a long, long time.
"(It's) purely for fitness. There's no speculation about signing or anything."
"He told me that he doesn't look at all to be in shape," Wenger said. "Beckham is super-ambitious. If, in his mind, he wanted to play in the Premier League he would not have gone on holiday.
"He would have prepared and come in and tried to impress me.
"Maybe in June he has plans to play somewhere."
It is still to be determined whether, and where, Beckham will continue his own footballing career.
The 37-year-old Londoner has enjoyed a successful career with Manchester United, Real Madrid, LA Galaxy and AC Milan, while also accumulating 115 England caps, a record for an outfield player.
Beckham also played a prominent role in the delegation sent to Singapore which helped to secure the 2012 Olympic and Paralympic Games for London and if he does not continue his football career, there are many avenues for the future.
With Wenger playing down the possibility of Beckham signing on a permanent basis he was asked what benefit there is for Arsenal.
He said: "Nothing. To help somebody.
"We are open for people who behave well when they come here."
Former Gunners Thierry Henry and Sol Campbell have also returned to the club for training periods and Wenger believes Beckham sets a good example to his young squad.
"He's fantastic," Wenger added. "The young English players look at him and take his advice on board. His positive advice.
"This guy has a fantastic quality, has done the maximum of his career that you can do. Why? Because he loves football. After training he stays and plays."
Beckham's arrival had an immediate impact, with photographers waiting outside the training ground for his arrival.
Wenger joked: "I thought 'What's happening today? [Wednesday]' Oh yes, Beckham is here."
Despite his Manchester United connection, it is not the first time Beckham has trained with Arsenal.
Beckham, whose sons have been training with Chelsea, spent some time training with Arsenal in January 2008 during a break from the MLS season.
The midfielder also trained with Arsenal in late 2010, before he trained with Tottenham in January 2011.
Former Gunners Thierry Henry and Sol Campbell have also returned to the club for training stints.